+2,812.9%
MMM vs EFX
+6,408.3%
-3,595.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.4% | +6.5% | +1.9% |
| 7D | -3.3% | -8.6% | +5.3% | -1.0% |
| 30D | -7.0% | +0.1% | -7.1% | -7.3% |
| 3M | +10.8% | +3.8% | +7.0% | +8.9% |
| 6M | +5.8% | -13.5% | +19.3% | +8.8% |
| YTD | +6.8% | -17.7% | +24.4% | +10.7% |
| 1Y | +10.4% | -25.6% | +36.0% | +17.3% |
| 3Y | +104.7% | -12.1% | +116.8% | +104.4% |
| 5Y | +23.6% | -33.8% | +57.4% | +30.6% |
| 10Y | +54.1% | +45.1% | +9.0% | +27.3% |
| All | +2,812.9% | +6,408.3% | -3,595.4% | +1,019.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling